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by kausikg
October 5th, 2011, 3:25 pm
Forum: Programming and Software Forum
Topic: JQuantlib
Replies: 45
Views: 73187

JQuantlib

Never mind, I fixed the code. The call to the solver had a min/max =0.0/1.0, changed it to -1.0/1.0.
by kausikg
October 5th, 2011, 2:17 pm
Forum: Programming and Software Forum
Topic: JQuantlib
Replies: 45
Views: 73187

JQuantlib

<t>Richard(JQuantlib),First, thank you for creating the Java quant library. Although I am using it for simple stuff like Bond yield/price calculations, it is working great. One thing I noticed (not sure if it is a bug in the java version or in the original C++ quantlib) is that it cannot calculate a...
by kausikg
June 7th, 2009, 2:23 am
Forum: Trading Forum
Topic: Automated Trading directly from Matlab
Replies: 17
Views: 213257

Automated Trading directly from Matlab

<t>I have been testing the Forex.com (GAIN Capital) APIs for trading FX. They have 2 kinds of services: Rate service for market data and Trade service. Both are web services. So you can connect via Java or .Net. And you can open a trial account for free to try your algorithm. But the issue is you ca...
by kausikg
May 31st, 2009, 11:57 am
Forum: Programming and Software Forum
Topic: Vendors providing trading API's
Replies: 1
Views: 41598

Vendors providing trading API's

<t>Can someone suggest a broker which provides reliable .Net/WebService APIs for trading FX and Index futures ? Like a one stop shop for trading both FX and stocks (and may be commodities). I have been using Forex.com (Gain Capital) API's for trading FX but it does not offer other asset classes. Int...
by kausikg
May 3rd, 2009, 10:35 pm
Forum: Programming and Software Forum
Topic: Frontoffice Application
Replies: 2
Views: 40342

Frontoffice Application

<t>Hello,Does anybody know if there are any good front office applications available in the market similar to the middle office/back office applications like Calypso, Endur ? Being spent sometime in the fixed income front office environment I noticed traders only use Excel with home grown add-ins. I...
by kausikg
March 15th, 2009, 6:24 pm
Forum: Programming and Software Forum
Topic: R-Statistical Package
Replies: 7
Views: 46199

R-Statistical Package

I have a similar problem. I am using R version 2.8.1 and installed the latest D(COM) exe but having the same error. My OS is Windows Vista.